Perpetual Contract Multi-symbol Grid Strategy

Author: ChaoZhang, Date: 2022-06-27 09:57:00
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FMZ quantitative trading platform use teaching

https://www.youtube.com/watch?v=hlkvrRqEHTE

Perpetual Contract Multi-symbol Grid Strategy Video Guide

https://www.youtube.com/watch?v=lw56O8aRpuw

The grid strategy introduction:

Trading on futures stable coin based perpetual contracts, you can go short without holding any spot value, and all trading and profit are count with stable coin. Therefore, compared with the spot grid strategy, the perpetual contract grid strategy is more convenient and simple, and of course it also increases the risk of liquidation.

The strategy needs to set two main parameters: grid trade value, grid pct. If the grid pct is set to 0.01 and the trading value is set to 500, then the strategy will short 500 USDT for very 1% increase in the price of the trading symbol, and the same will be done if the price falls. The grid strategy rely on volatility to make profits. If the price back to the initial price in the future, all grid profits will be realized. If there is an obvious independent market, such as a 100% increase in one day, the grid will produce obvious floating losses, and if the trading value is too large, there is a risk of liquidation. In addition, trading pairs need to be active to trade frequently and increase profits.

Risk:

  1. The risk of liquidation in a big drop. the position amount will continue to increase and it is likely to be liquidated. However, if the leverage is lower than 1, the risk of liquidation will be controllable, and there is no risk of liquidation in the balance strategy w**hen the price go up.
  2. API error, if the return of API access is delayed or the data is wrong, it will cause a strategy exception.
  3. Funding fee loss, there is little risk in this respect. Generally, the fee will be positive when the price go up. If the funding fee is too high, you can close the position in advance.

More

Dreams are worth eight figures.Super brother, isn't your multi-currency grid strategy open? is it closed or not running?

IssacFutures_OP 4: 400: {"code":"50000","data":[],"msg:"Body can not be empty. "} shows what causes the following anomaly.

yyyandyouIs this strategy only supporting one exchange? When I try to add different trading platforms, the final strategy is always to only post orders on the first trading platform and not the other trading platforms! For example: 1) I added the Binance Perpetual Trading Platform 2) Strategy I added Future_BInance/ETH_USDT 3) I added the Bitget trading platform 4) Strategy I add the future_bitget/BTC_USDT Once restarted, the policy will always only hang on Binance and not Bitget.

A cup of black teaIt is suggested that you use the buy-sell price when you buy or sell orders, and that you use what appears to be the latest transaction price - 1 tick, which in some transactions will cause repeated withdrawal of orders.

afanxingzhouThe equilibrium problem: when running a currency pair, the tip is even, the strategy stops, but the actual exchange does not have a trading pair.

afanxingzhouAdjusting the earnings problem: I crossed 500u to the trading account, filled in 500, and the resulting holding income added 500, to ensure that the data is accurate, I crossed it back, and the parameters were changed in the meantime.

The fat boyIf you can dynamically adjust, eat a single interval, such as when the market is plugged in, when the currency price > Boll is on track, you can increase the payment interval, so that in the rapid rise or fall, not only can you eat the corresponding profit, but also reduce the problem of falling short in the rapid fall, so of course there will be a certain difference in the final overall profit, but in this way also reduce the risk of falling short.

maobear1. Seek a stop-loss and stop-loss option for a combination of single currencies and balance sheets. The current default setting is that the strategy will always remember the initial start price of a coin as long as it does not use the strategy of breakeven. If a coin is manually removed and re-added, the cost price is still the first time it is started, resulting in the strategy of consecutive unilateral buying and selling.

qyf666The current grid, buy and sell orders only have one list, there is a market for fast fluctuations or plug-ins, and when the grid interval is relatively close, some fluctuations will not be eaten, which will waste volatility, it is recommended to increase the number of orders, it is best to set the background.

maobearThis is a neutral grid strategy with no initial positions, and the biggest risk is a series of short-term bulls or crashes, resulting in a continuous accumulation of positions with multiple heads or empty heads. One of the ways to reduce this risk is to control the time the grid runs so that the strategy does not accumulate too many positions in one direction. The following are two suggestions: For example, you can set the time to automatically restart once at the current price of the currency periodically, and automatically restart the equilibrium position every 12/24 hours, so that the strategy does not accumulate large positions. Allowing all contract currencies to be sorted according to certain simple conditions, automatically changing currencies periodically, such as by 12-hour declines, 12-hour trading volumes, automatically updating currencies and restarting the grid, can also have the effect of controlling strategic position accumulation. Is there a way to implement both of these paths in this version of the strategy?

maobearThe author's microblog is also included.

ChaoZhangUpdating the host

ChaoZhangBecause it supports only one exchange.

ChaoZhangI'll give it a try.

afanxingzhouHowever, it's not a big problem, because the strategy of the trading will stop, you can manually go to the app and stop it.

afanxingzhouOkay, I bought the meet.

ChaoZhangWhich exchange?

ChaoZhangRepaired

ChaoZhangThe cycle can be run for 0.1 seconds to avoid this situation, which rarely happens.

pinecone_codeThis model is not as profitable as the grid.

maobearIt's the grid, but the current grid strategy requires you to manually select the currency you want to be in the grid. My suggestion is to hope that the policy can be run under some simple conditions, automatically selecting the currency to be used and automatically restarting the grid policy on a set of conditions, which will still be the grid.

ChaoZhangYou're not a net.